A multiple stochastic integral criterion for almost sure limit theorems

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dc.creatorBercu, Bernard
dc.creatorNourdin, Ivan
dc.creatorTaqqu, Murad S.
dc.date2009-04-14
dc.date.accessioned2026-07-07T13:03:42Z
dc.date.available2026-07-07T13:03:42Z
dc.descriptionIn this paper, we study almost sure central limit theorems for multiple stochastic integrals and provide a criterion based on the kernel of these multiple integrals. We apply our result to normalized partial sums of Hermite polynomials of increments of fractional Brownian motion. We obtain almost sure central limit theorems for these normalized sums when they converge in law to a normal distribution.
dc.identifierhttps://arxiv.org/abs/0904.2094
dc.identifierhttp://arxiv.org/abs/0904.2094
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/226901
dc.subjectProbability
dc.subjectStatistics Theory
dc.subject60F05; 60G15; 60H05; 60H07
dc.titleA multiple stochastic integral criterion for almost sure limit theorems
dc.typetext

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